WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 366,928: 128,517 120,913 41,585 167,956 159,246 338,058 321,744: 28,870 45,184
Old : 318,573: 114,517 117,111 28,827 151,941 136,472 295,285 282,410: 23,288 36,163
Other: 48,355: 24,222 14,024 2,536 16,015 22,774 42,773 39,334: 5,582 9,021
: : :
: : Changes in Commitments from: October 8, 2013 :
: 858: -2,687 -3,105 622 4,624 4,837 2,559 2,354: -1,701 -1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 33.0 11.3 45.8 43.4 92.1 87.7: 7.9 12.3
Old : 100.0: 35.9 36.8 9.0 47.7 42.8 92.7 88.6: 7.3 11.4
Other: 100.0: 50.1 29.0 5.2 33.1 47.1 88.5 81.3: 11.5 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 107 139 98 66 111 238 296:
Old : 377: 114 135 77 59 103 219 273:
Other: 167: 34 48 24 42 72 90 133:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 17.3 30.0 26.8 17.2 17.0 28.6 24.3
Old : 19.6 19.7 33.2 29.6 19.0 19.5 32.5 29.1
Other: 45.2 25.9 56.4 37.6 43.8 25.9 54.3 36.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,237,489: 344,347 473,407 145,628 599,076 382,311 1,089,051 1,001,346: 148,438 236,143
Old : 1,112,443: 322,964 472,986 116,295 535,819 329,106 975,078 918,387: 137,365 194,056
Other: 125,046: 49,393 28,431 1,323 63,257 53,205 113,973 82,959: 11,073 42,087
: : :
: : Changes in Commitments from: October 8, 2013 :
: 22,022: 7,767 12,726 -2,392 11,623 8,095 16,998 18,429: 5,024 3,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 38.3 11.8 48.4 30.9 88.0 80.9: 12.0 19.1
Old : 100.0: 29.0 42.5 10.5 48.2 29.6 87.7 82.6: 12.3 17.4
Other: 100.0: 39.5 22.7 1.1 50.6 42.5 91.1 66.3: 8.9 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 711: 155 210 170 261 257 522 549:
Old : 709: 151 221 142 255 246 499 527:
Other: 326: 56 57 18 67 168 134 233:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 11.6 20.3 20.5 11.1 10.8 19.9 18.4
Old : 11.7 11.4 21.0 20.7 11.7 10.6 20.9 19.0
Other: 30.9 23.7 47.2 32.1 30.9 23.5 47.1 31.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 10,884: 3,104 1,812 164 5,473 7,233 8,741 9,209: 2,143 1,675
Old : 10,880: 3,104 1,812 164 5,471 7,229 8,739 9,205: 2,141 1,675
Other: 4: 0 0 0 2 4 2 4: 2 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -208: -132 -254 -10 -7 249 -149 -15: -59 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 16.6 1.5 50.3 66.5 80.3 84.6: 19.7 15.4
Old : 100.0: 28.5 16.7 1.5 50.3 66.4 80.3 84.6: 19.7 15.4
Other: 100.0: 0.0 0.0 0.0 50.0 100.0 50.0 100.0: 50.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 10 5 14 12 31 25:
Old : 43: 15 10 5 14 12 31 25:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 41.7 63.3 63.2 36.2 32.5 49.8 50.9
Old : 49.7 41.7 63.3 63.2 36.2 32.5 49.8 50.8
Other: 50.0 100.0 50.0 100.0 50.0 100.0 50.0 100.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 641,740: 203,711 67,566 90,430 292,036 400,921 586,177 558,917: 55,563 82,823
Old : 597,368: 189,767 72,242 80,003 275,107 369,803 544,877 522,048: 52,491 75,320
Other: 44,372: 24,256 5,636 115 16,929 31,118 41,300 36,869: 3,072 7,503
: : :
: : Changes in Commitments from: October 8, 2013 :
: 18,656: 2,379 -4,463 -1,001 17,095 18,808 18,473 13,344: 183 5,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 10.5 14.1 45.5 62.5 91.3 87.1: 8.7 12.9
Old : 100.0: 31.8 12.1 13.4 46.1 61.9 91.2 87.4: 8.8 12.6
Other: 100.0: 54.7 12.7 0.3 38.2 70.1 93.1 83.1: 6.9 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 163 136 170 128 174 393 401:
Old : 508: 163 131 161 126 170 382 392:
Other: 198: 38 48 8 31 88 73 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 21.3 20.2 29.8 9.2 17.0 16.6 22.5
Old : 11.6 20.7 21.4 28.5 9.7 17.4 17.6 22.8
Other: 50.6 51.9 65.5 59.6 50.6 51.9 65.5 59.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 305,844: 63,599 86,098 65,860 141,730 112,209 271,189 264,167: 34,655 41,677
Old : 295,152: 63,987 86,476 61,231 136,855 107,018 262,073 254,725: 33,079 40,427
Other: 10,692: 1,843 1,853 2,398 4,875 5,191 9,116 9,442: 1,576 1,250
: : :
: : Changes in Commitments from: October 8, 2013 :
: 2,860: -4,031 -5,957 4,354 3,781 5,900 4,104 4,297: -1,244 -1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 28.2 21.5 46.3 36.7 88.7 86.4: 11.3 13.6
Old : 100.0: 21.7 29.3 20.7 46.4 36.3 88.8 86.3: 11.2 13.7
Other: 100.0: 17.2 17.3 22.4 45.6 48.6 85.3 88.3: 14.7 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 67 100 106 80 59 218 231:
Old : 297: 69 102 105 80 58 217 229:
Other: 52: 11 14 13 19 9 39 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 19.3 20.8 28.3 10.8 18.1 19.9 24.8
Old : 11.4 19.5 21.0 28.5 11.2 18.9 20.0 25.5
Other: 35.6 44.9 57.5 66.4 28.6 36.3 47.2 51.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 631,680: 73,570 62,141 7,001 422,732 389,809 503,303 458,951: 128,377 172,729
Old : 631,680: 73,570 62,141 7,001 422,732 389,809 503,303 458,951: 128,377 172,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -446: -9,413 -22,187 -2,757 6,705 21,064 -5,465 -3,880: 5,019 3,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.8 1.1 66.9 61.7 79.7 72.7: 20.3 27.3
Old : 100.0: 11.6 9.8 1.1 66.9 61.7 79.7 72.7: 20.3 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 20 37 15 58 78 86 122:
Old : 155: 20 37 15 58 78 86 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 17.2 37.4 25.9 23.7 14.3 32.2 19.9
Old : 25.6 17.2 37.4 25.9 23.7 14.3 32.2 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 411,034: 43,987 39,518 3,795 286,951 297,602 334,733 340,915: 76,301 70,119
Old : 411,034: 43,987 39,518 3,795 286,951 297,602 334,733 340,915: 76,301 70,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 6,563: 1,436 -1,091 -181 6,766 11,347 8,021 10,075: -1,458 -3,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 9.6 0.9 69.8 72.4 81.4 82.9: 18.6 17.1
Old : 100.0: 10.7 9.6 0.9 69.8 72.4 81.4 82.9: 18.6 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 8 9 5 43 47 54 58:
Old : 83: 8 9 5 43 47 54 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 30.1 44.7 45.8 24.3 30.1 35.7 44.2
Old : 28.7 30.1 44.7 45.8 24.3 30.1 35.7 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 4,703: 1,515 217 412 2,233 3,747 4,160 4,376: 543 327
Old : 4,703: 1,515 217 412 2,233 3,747 4,160 4,376: 543 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -317: -26 9 -38 -255 -214 -319 -243: 2 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 4.6 8.8 47.5 79.7 88.5 93.0: 11.5 7.0
Old : 100.0: 32.2 4.6 8.8 47.5 79.7 88.5 93.0: 11.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 11 3 4 16 18 28 24:
Old : 36: 11 3 4 16 18 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 59.4 51.1 74.3 28.3 49.5 43.2 58.7
Old : 30.2 59.4 51.1 74.3 28.3 49.5 43.2 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 265,574: 86,901 53,996 25,692 108,240 163,614 220,833 243,302: 44,741 22,272
Old : 259,411: 86,934 53,911 24,427 104,663 159,815 216,024 238,153: 43,387 21,258
Other: 6,163: 1,066 1,184 166 3,577 3,799 4,809 5,149: 1,354 1,014
: : :
: : Changes in Commitments from: October 8, 2013 :
: 2,624: -1,221 1,475 5,012 -684 -1,005 3,107 5,482: -483 -2,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 20.3 9.7 40.8 61.6 83.2 91.6: 16.8 8.4
Old : 100.0: 33.5 20.8 9.4 40.3 61.6 83.3 91.8: 16.7 8.2
Other: 100.0: 17.3 19.2 2.7 58.0 61.6 78.0 83.5: 22.0 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 81 56 58 73 76 191 161:
Old : 245: 83 56 56 72 75 188 160:
Other: 44: 10 7 4 19 11 31 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.3 33.6 16.9 43.5 9.0 30.7 16.4 39.0
Old : 9.5 33.6 17.2 43.8 9.2 31.2 16.7 39.8
Other: 31.0 62.6 49.7 75.2 31.0 58.4 48.6 71.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,115: 1,172 3,359 698 7,262 5,629 9,132 9,686: 1,983 1,429
Old : 11,113: 1,172 3,360 697 7,262 5,629 9,131 9,686: 1,982 1,427
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: October 8, 2013 :
: -269: -279 -304 -222 415 489 -86 -37: -183 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 30.2 6.3 65.3 50.6 82.2 87.1: 17.8 12.9
Old : 100.0: 10.5 30.2 6.3 65.3 50.7 82.2 87.2: 17.8 12.8
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 11 13 7 18 12 35 28:
Old : 51: 11 13 7 18 12 35 28:
Other: 1: 1 0 0 0 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 49.7 55.0 63.7 42.6 43.5 53.1 56.0
Old : 42.6 49.8 55.0 63.8 42.6 43.5 53.1 56.0
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 926,439: 170,351 202,626 5,467 652,940 614,770 828,758 822,863: 97,681 103,576
Old : 926,439: 170,351 202,626 5,467 652,940 614,770 828,758 822,863: 97,681 103,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -9,520: -12,668 -4,134 -890 11,431 -4,254 -2,127 -9,278: -7,393 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 21.9 0.6 70.5 66.4 89.5 88.8: 10.5 11.2
Old : 100.0: 18.4 21.9 0.6 70.5 66.4 89.5 88.8: 10.5 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 39 42 15 83 102 127 154:
Old : 219: 39 42 15 83 102 127 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 26.4 39.5 36.6 29.2 25.9 38.1 33.8
Old : 30.1 26.4 39.5 36.6 29.2 25.9 38.1 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,079,085: 205,238 305,026 48,329 1,582,474 1,297,403 1,836,041 1,650,758: 243,044 428,327
Old : 2,079,085: 205,238 305,026 48,329 1,582,474 1,297,403 1,836,041 1,650,758: 243,044 428,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 108,468: 7,742 19,959 754 122,244 66,600 130,740 87,313: -22,272 21,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 14.7 2.3 76.1 62.4 88.3 79.4: 11.7 20.6
Old : 100.0: 9.9 14.7 2.3 76.1 62.4 88.3 79.4: 11.7 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 40 75 37 114 153 179 240:
Old : 307: 40 75 37 114 153 179 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 13.9 48.2 22.4 33.4 9.0 42.1 14.9
Old : 36.6 13.9 48.2 22.4 33.4 9.0 42.1 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,746,144: 188,783 316,711 16,878 1,328,081 1,106,942 1,533,742 1,440,531: 212,402 305,613
Old : 1,746,144: 188,783 316,711 16,878 1,328,081 1,106,942 1,533,742 1,440,531: 212,402 305,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 32,884: 21,157 639 2,830 10,758 16,345 34,745 19,814: -1,861 13,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.1 1.0 76.1 63.4 87.8 82.5: 12.2 17.5
Old : 100.0: 10.8 18.1 1.0 76.1 63.4 87.8 82.5: 12.2 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 24 59 11 81 121 113 183:
Old : 239: 24 59 11 81 121 113 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 16.7 49.8 26.9 35.4 16.5 46.9 25.8
Old : 35.8 16.7 49.8 26.9 35.4 16.5 46.9 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 303,228: 15,405 30,906 62,946 194,846 168,705 273,197 262,557: 30,031 40,671
Old : 303,228: 15,405 30,906 62,946 194,846 168,705 273,197 262,557: 30,031 40,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 428: -5,428 -1,694 -412 9,963 4,130 4,123 2,024: -3,695 -1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.2 20.8 64.3 55.6 90.1 86.6: 9.9 13.4
Old : 100.0: 5.1 10.2 20.8 64.3 55.6 90.1 86.6: 9.9 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 10 16 15 32 34 50 57:
Old : 63: 10 16 15 32 34 50 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 26.9 50.7 40.8 24.2 17.7 30.6 25.1
Old : 37.6 26.9 50.7 40.8 24.2 17.7 30.6 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,766: 12,691 6,816 1,771 38,002 47,234 52,463 55,820: 9,303 5,946
Old : 61,766: 12,691 6,816 1,771 38,002 47,234 52,463 55,820: 9,303 5,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 11,470: -2,085 1,719 1,529 12,071 7,423 11,515 10,670: -45 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.0 2.9 61.5 76.5 84.9 90.4: 15.1 9.6
Old : 100.0: 20.5 11.0 2.9 61.5 76.5 84.9 90.4: 15.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 27 19 9 44 18 77 44:
Old : 103: 27 19 9 44 18 77 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 39.2 32.1 59.8 15.2 37.7 25.0 55.9
Old : 19.8 39.2 32.1 59.8 15.2 37.7 25.0 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 11,559: 4,177 644 0 5,659 10,478 9,836 11,122: 1,723 437
Old : 11,559: 4,177 644 0 5,659 10,478 9,836 11,122: 1,723 437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 5.6 0.0 49.0 90.6 85.1 96.2: 14.9 3.8
Old : 100.0: 36.1 5.6 0.0 49.0 90.6 85.1 96.2: 14.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 2 0 5 6 12 8:
Old : 20: 7 2 0 5 6 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 84.5 74.7 96.2 53.6 84.5 74.7 96.2
Old : 53.6 84.5 74.7 96.2 53.6 84.5 74.7 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 100,413: 20,028 15,344 540 64,685 73,512 85,253 89,396: 15,160 11,017
Old : 100,413: 20,028 15,344 540 64,685 73,512 85,253 89,396: 15,160 11,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -179: -9,523 5,151 56 12,824 -6,111 3,357 -904: -3,536 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.3 0.5 64.4 73.2 84.9 89.0: 15.1 11.0
Old : 100.0: 19.9 15.3 0.5 64.4 73.2 84.9 89.0: 15.1 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 24 22 5 42 15 69 39:
Old : 97: 24 22 5 42 15 69 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 47.2 36.9 66.0 22.7 46.9 36.9 65.5
Old : 22.7 47.2 36.9 66.0 22.7 46.9 36.9 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 6,869: 5,237 5,906 832 748 0 6,817 6,738: 52 131
Old : 6,869: 5,237 5,906 832 748 0 6,817 6,738: 52 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 22: 51 -56 -32 1 0 20 -88: 2 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 86.0 12.1 10.9 0.0 99.2 98.1: 0.8 1.9
Old : 100.0: 76.2 86.0 12.1 10.9 0.0 99.2 98.1: 0.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 14 5 3 3 0 18 7:
Old : 22: 14 5 3 3 0 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 95.5 77.1 98.1 50.9 85.6 69.7 86.0
Old : 54.1 95.5 77.1 98.1 50.9 85.6 69.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 41,578: 1,932 19,872 27 39,554 21,594 41,513 41,493: 65 85
Old : 41,578: 1,932 19,872 27 39,554 21,594 41,513 41,493: 65 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 1,026: 326 641 0 688 374 1,014 1,015: 12 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 47.8 0.1 95.1 51.9 99.8 99.8: 0.2 0.2
Old : 100.0: 4.6 47.8 0.1 95.1 51.9 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 18 1 8 15 10 33:
Old : 40: 1 18 1 8 15 10 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.6 57.0 99.7 79.2 77.6 40.8 78.1 58.2
Old : 94.6 57.0 99.7 79.2 77.6 40.8 78.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, October 15, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 17,584: 762 11,113 0 16,815 6,415 17,577 17,528: 7 56
Old : 17,584: 762 11,113 0 16,815 6,415 17,577 17,528: 7 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: 563: 465 166 0 112 421 577 587: -14 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 63.2 0.0 95.6 36.5 100.0 99.7: 0.0 0.3
Old : 100.0: 4.3 63.2 0.0 95.6 36.5 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 11 0 10 10 14 21:
Old : 33: 4 11 0 10 10 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.8 74.5 97.7 86.6 90.0 74.5 94.8 85.7
Old : 92.8 74.5 97.7 86.6 90.0 74.5 94.8 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2013